Some limit behaviors for the LS estimator in simple linear EV regression models
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- Gao, Fuqing, 2001. "Moderate deviations for the maximum likelihood estimator," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 345-352, December.
- Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
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- Yu Miao & Fangfang Zhao & Ke Wang & Yanping Chen, 2013. "Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors," Statistical Papers, Springer, vol. 54(1), pages 193-206, February.
- Yi Wu & Xuejun Wang & Shuhe Hu & Lianqiang Yang, 2018. "Weighted version of strong law of large numbers for a class of random variables and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 379-406, June.
- Di Hu & Pingyan Chen & Soo Hak Sung, 2017. "Strong laws for weighted sums of $$\psi $$ ψ -mixing random variables and applications in errors-in-variables regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 600-617, September.
- Xuejun Wang & Yi Wu & Shuhe Hu, 2018. "Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(1), pages 41-65, January.
- Yi Wu & Xuejun Wang & Aiting Shen, 2023. "Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-28, March.
- Xuejun Wang & Aiting Shen & Zhiyong Chen & Shuhe Hu, 2015. "Complete convergence for weighted sums of NSD random variables and its application in the EV regression model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 166-184, March.
- Yan Wang & Xuejun Wang, 2021. "Complete f-moment convergence for Sung’s type weighted sums and its application to the EV regression models," Statistical Papers, Springer, vol. 62(2), pages 769-793, April.
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Keywords
Simple linear EV model LS estimators Consistency Asymptotic normality Large deviation principle;Statistics
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